-3.5%
MCD vs MA
+19.5%
-23.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +5.9% | -0.3% | +6.3% | +6.0% |
| 30D | +19.6% | +11.3% | +8.3% | +16.2% |
| 3M | +3.3% | +16.7% | -13.4% | -0.9% |
| 6M | +3.5% | +32.8% | -29.3% | -3.6% |
| YTD | -6.1% | +15.6% | -21.7% | -10.6% |
| All | -3.5% | +19.5% | -23.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling